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Re: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)


From   Edlira Narazani <narazani@econ.unito.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
Date   Mon, 18 Oct 2004 14:17:58 +0200

Dear all,

I have a model like this:
y_it =  y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + x_(it-1)b_2+ w_(it)b_2 +
v_i + e_(it)      i={1,...,33};     t={1,...,23_i},

I know that xtabond command could be used in case of :

y_it =  y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + w_(it)b_2 + v_i + e_(it)  
   i={1,...,N};     t={1,...,T_i},

Should I use xtabond command even in my case? Otherwise what command could be
helpful to estimate the parameters?
Thanks
Edlira



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